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At least 19 records

Computational enhancement of an unsymmetric block Lanczos algorithm

An unsymmetric block Lanczos algorithm has been employed for the dynamic analysis of a large system which has arbitrary damping and/or repeated (or closely spaced) eigenvalues. In the algorithm development, the right and left Lanczos vectors are all theoretically biorthogonal to each other. However, these vectors may lose the biorthogonality owing to cancellation and roundoff errors. For the unsymmetric case there can be a breakdown, even without numerical errors. This paper describes computational techniques which have led to a robust unsymmetric block Lanczos algorithm.

Kim, Hyoung M.↗

A look-ahead variant of the Lanczos algorithm and its application to the quasi-minimal residual method for non-Hermitian linear systems

The Lanczos algorithm can be used both for eigenvalue problems and to solve linear systems. However, when applied to non-Hermitian matrices, the classical Lanczos algorithm is susceptible to breakdowns and potential instabilities. In addition, the biconjugate gradient (BCG) algorithm, which is the natural generalization of the conjugate gradient algorithm to non-Hermitian linear systems, has a second source of breakdowns, independent of the Lanczos breakdowns. Here, we present two new results. We propose an implementation of a look-ahead variant of the Lanczos algorithm which overcomes the breakdowns by skipping over those steps where a breakdown or a near-breakdown would occur. The new algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products per step as the classical Lanczos algorithm without look-ahead. Based on the proposed look-ahead Lanczos algorithm, we then present a novel BCG-like approach, the quasi-minimal residual (QMR) method, which avoids the second source of breakdowns in the BCG algorithm. We present details of the new method and discuss some of its properties. In particular, we discuss the relationship between QMR and BCG, showing how one can recover the BCG iterates, when they exist, from the QMR iterates. We also present convergence results for QMR, showing the connection between QMR and the generalized minimal residual (GMRES) algorithm, the optimal method in this class of methods. Finally, we give some numerical examples, both for eigenvalue computations and for non-Hermitian linear systems.

Nachtigal, Noel M.↗

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices

The nonsymmetric Lanczos method can be used to compute eigenvalues of large sparse non-Hermitian matrices or to solve large sparse non-Hermitian linear systems. However, the original Lanczos algorithm is susceptible to possible breakdowns and potential instabilities. An implementation is presented of a look-ahead version of the Lanczos algorithm that, except for the very special situation of an incurable breakdown, overcomes these problems by skipping over those steps in which a breakdown or near-breakdown would occur in the standard process. The proposed algorithm can handle look-ahead steps of any length and requires the same number of matrix-vector products and inner products as the standard Lanczos process without look-ahead.

Freund, Roland W.↗

Lanczos Algorithm, the Transfer Matrix, and the Signal-to-Noise Problem

This Letter introduces a method for determining the energy spectrum of lattice quantum chromodynamics by applying the Lanczos algorithm to the transfer matrix and using a bootstrap generalization of the Cullum-Willoughby method to filter out spurious eigenvalues. Proof-of-principle analyses of the simple harmonic oscillator and the lattice quantum chromodynamics proton mass demonstrate that this method provides faster ground-state convergence than the “effective mass,” which is related to the power-iteration algorithm. Lanczos provides more accurate energy estimates than multistate fits to correlation functions with small imaginary times while achieving comparable statistical precision. Two-sided error bounds are computed for Lanczos results and guarantee that excited-state effects cannot shift Lanczos results far outside their statistical uncertainties.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

An implementation of the look-ahead Lanczos algorithm for non-Hermitian matrices, part 1

The nonsymmetric Lanczos method can be used to compute eigenvalues of large sparse non-Hermitian matrices or to solve large sparse non-Hermitian linear systems. However, the original Lanczos algorithm is susceptible to possible breakdowns and potential instabilities. We present an implementation of a look-ahead version of the Lanczos algorithm which overcomes these problems by skipping over those steps in which a breakdown or near-breakdown would occur in the standard process. The proposed algorithm can handle look-ahead steps of any length and is not restricted to steps of length 2, as earlier implementations are. Also, our implementation has the feature that it requires roughly the same number of inner products as the standard Lanczos process without look-ahead.

Freund, Roland W.↗

A Shifted Block Lanczos Algorithm 1: The Block Recurrence

In this paper we describe a block Lanczos algorithm that is used as the key building block of a software package for the extraction of eigenvalues and eigenvectors of large sparse symmetric generalized eigenproblems. The software package comprises: a version of the block Lanczos algorithm specialized for spectrally transformed eigenproblems; an adaptive strategy for choosing shifts, and efficient codes for factoring large sparse symmetric indefinite matrices. This paper describes the algorithmic details of our block Lanczos recurrence. This uses a novel combination of block generalizations of several features that have only been investigated independently in the past. In particular new forms of partial reorthogonalization, selective reorthogonalization and local reorthogonalization are used, as is a new algorithm for obtaining the M-orthogonal factorization of a matrix. The heuristic shifting strategy, the integration with sparse linear equation solvers and numerical experience with the code are described in a companion paper.

Grimes, Roger G.↗

A structure preserving Lanczos algorithm for computing the optical absorption spectrum

We present a new structure preserving Lanczos algorithm for approximating the optical absorption spectrum in the context of solving full Bethe-Salpeter equation without Tamm-Dancoff approximation. The new algorithm is based on a structure preserving Lanczos procedure, which exploits the special block structure of Bethe-Salpeter Hamiltonian matrices. A recently developed technique of generalized averaged Gauss quadrature is incorporated to accelerate the convergence. We also establish the connection between our structure preserving Lanczos procedure with several existing Lanczos procedures developed in different contexts. Numerical examples are presented to demonstrate the effectiveness of our Lanczos algorithm.

97 MATHEMATICS AND COMPUTING↗

Block Lanczos algorithm for lattice QCD spectroscopy and matrix elements

Recent work introduced a new framework for analyzing correlation functions with improved convergence and signal-to-noise properties, as well as rigorous quantification of excited-state effects, based on the Lanczos algorithm and spurious eigenvalue filtering with the Cullum-Willoughby test. Here, we extend this framework to the analysis of correlation-function matrices built from multiple interpolating operators in lattice quantum chromodynamics (QCD) by constructing an oblique generalization of the block Lanczos algorithm, as well as a new physically motivated reformulation of the Cullum-Willoughby test that generalizes to block Lanczos straightforwardly. The resulting block Lanczos method directly extends generalized eigenvalue problem (GEVP) methods, which can be viewed as applying a single iteration of block Lanczos. Block Lanczos provides qualitative and quantitative advantages over GEVP methods analogous to the benefits of Lanczos over the standard effective mass, including faster convergence to ground- and excited-state energies, explicitly computable two-sided error bounds, straightforward extraction of matrix elements of external currents, and asymptotically constant signal-to-noise. No fits or statistical inference are required. Proof-of-principle calculations are performed for noiseless mock-data examples as well as two-by-two proton correlation-function matrices in lattice QCD.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Lanczos algorithm for lattice QCD matrix elements

Recent work [M. L. Wagman, Lanczos, the transfer matrix, and the signal-to-noise problem, .] found that an analysis formalism based on the Lanczos algorithm allows energy levels to be extracted from Euclidean correlation functions with faster ground-state convergence than effective masses, convergent estimators for multiple states from a single correlator, and two-sided error bounds. After filtering out spurious eigenvalues and using outlier-robust estimators within a nested bootstrap framework, Lanczos estimators behave more like multistate fit results than effective masses—but without involving statistical fitting. We extend this formalism to the determination of matrix elements from three-point correlation functions and provide a physical picture of “spurious-state filtering” involving restriction to a Hermitian subspace. We demonstrate similar advantages for matrix elements as for spectroscopy through example applications to noiseless mock-data and (bare) forward matrix elements of the strange scalar current between both ground and excited states with the quantum numbers of the nucleon.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An unsymmetric Lanczos algorithm for damped structural dynamics systems

A one-sided, unsymmetric block Lanczos algorithm is proposed for the model reduction of structural dynamics systems with unsymmetric damping and/or stiffness matrices. The algorithm is a three-term iteration scheme, which transforms the system matrix into an almost skew-symmetric, block-tridiagonal form. The Lanczos reduced-order model is guaranteed to be stable if the full-order system is stable. For unstable systems, a shifting method is available. Also, the algorithm offers flexibility in the choice of starting vectors and thus can yield more accurate reduced-order models. A linear system example and a plane truss structure example are used to show the efficacy of the proposed method.

Su, Tzu-Jeng↗

The Lanczos algorithm with selective orthogonalization

A new stable and efficient implementation of the Lanczos algorithm is presented. The algorithm is a powerful method for finding a few eigenvalues and eigenvectors at one or both ends of the spectrum of a symmetric matrix A. The algorithm is particularly effective if A is large and sparse in that the only way in which A enters the calculation is through a subroutine which computes Av for any vector v. Thus the user is free to take advantage of any sparsity structure in A and A need not even be represented as a matrix et al.

Parlett, B. N.↗

A Lanczos algorithm for vibration, suckling and termal analysis

This paper reviews an eigensolver algorithm based on the Lanczos Method for vibration, buckling and thermal analysis. The original code was written for inclusion in the Computational Mechanics Testbed (COMET), a general purpose finite element code. A portable version of the Lanczos code that is optimized for high-performance supercomputers has been developed. Special features of the algorithm include the capability to compute rigid body modes, thermal modes and Lanczos vectors that are derived from the applied load vector. The latter is necessary when using the Lanczos vectors as reduced-basis vectors in transient structural response and transient heat conduction calculations. The modularity of the code allows the user the option of including the most up-to-date utilities, such as the equation solver best suited for the application. The algorithm is discussed in detail and results of several applications are presented. Timing results for a vibration application indicate that the Lanczos algorithm is twenty times faster than the subspace iteration method which has been extensively used in the past.

Bostic, Susan W.↗

A Thick-Restart Lanczos Algorithm with Polynomial Filtering for Hermitian Eigenvalue Problems

Polynomial filtering can provide a highly effective means of computing all eigenvalues of a real symmetric (or complex Hermitian) matrix that are located in a given interval, anywhere in the spectrum. This paper describes a technique for tackling this problem by combining a thick-restart version of the Lanczos algorithm with deflation ("locking'') and a new type of polynomial filter obtained from a least-squares technique. Furthermore, the resulting algorithm can be utilized in a “spectrum-slicing” approach whereby a very large number of eigenvalues and associated eigenvectors of the matrix are computed by extracting eigenpairs located in different subintervals independently from one another.

97 MATHEMATICS AND COMPUTING↗

Structural dynamics analysis using an unsymmetric block Lanczos algorithm

A method for reducing the order of a dynamical model of a large structure with arbitrary damping is developed analytically and demonstrated. A Lanczos algorithm is described which can reduce square unsymmetric system matrices to block-tridiagonal form, and a procedure for defining the reduced-order model from the right and left Lanczos vectors is outlined. Results for sample problems involving the 8-DOF FEM model of a beam-rotor assembly subjected to random and stepped external forces are presented in extensive graphs and briefly characterized.

Craig, Roy R., Jr.↗

Block Lanczos Algorithm For Gyroscopic Systems

Report describes details of implementation of procedure for accurate and economical computation of natural frequencies and associated vibrational modes of elastic structure rotating along arbitrary axis. Block version of Lanczos algorithm derived for solution of eigenvalue and eigenvector problems. Fully exploits sparsity of associated matrices and employs only real numbers in all relevant computations. Capable of determining multiple roots and proves to be most efficient when compared to other similar existing techniques.

Gupta, Kajal K.↗

Implementation of a block Lanczos algorithm for Eigenproblem solution of gyroscopic systems

The details of implementation of a general numerical procedure developed for the accurate and economical computation of natural frequencies and associated modes of any elastic structure rotating along an arbitrary axis are described. A block version of the Lanczos algorithm is derived for the solution that fully exploits associated matrix sparsity and employs only real numbers in all relevant computations. It is also capable of determining multiple roots and proves to be most efficient when compared to other, similar, exisiting techniques.

Gupta, Kajal K.↗

Implementation of a block Lanczos algorithm for eigenproblem solution of gyroscopic systems

This paper describes the details of implementation of a general numerical procedure developed for the accurate and economical computation of natural frequencies and associated modes of any elastic structure rotating along an arbitrary axis. A block version of the Lanczos algorithm is derived for the solution that fully exploits associated matrix sparsity and employs only real numbers in all relevant computations. It is also capable of determining multiple roots and proves to be most efficient when compared to other, similar, existing techniques.

Gupta, K. K.↗

Scattering in the Ising model with the quantum Lanczos algorithm *

Abstract Time evolution and scattering simulation in phenomenological models are of great interest for testing and validating the potential for near-term quantum computers to simulate quantum field theories. Here, we simulate one-particle propagation and two-particle scattering in the one-dimensional transverse Ising model for 3 and 4 spatial sites with periodic boundary conditions on a quantum computer. We use the quantum Lanczos algorithm to obtain all energy levels and corresponding eigenstates of the system. We simplify the quantum computation by taking advantage of the symmetries of the system. These results enable us to compute one- and two-particle transition amplitudes, particle numbers for spatial sites, and the transverse magnetization as functions of time. The quantum circuits were executed on various IBM Q superconducting hardware. The experimental results are in very good agreement with the values obtained using exact diagonalization.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗